There are a lot of ways. Here are a few: 1. Steer by angling power-adjustable fins on the sides of the rocket. 2. Influence the direction of exhaust by contro

There are a lot of ways. Here are a few: 1. Steer by angling power-adjustable fins on the sides of the rocket. 2. Influence the direction of exhaust by controlling rudder vanes aft of the rocket engine. 3. Influence the direction of exhaust by changing the direction of the exhaust nozzle relative to the body of the rocket.